The Tavern

Ranged mercs should be able to pick up ammo.

Erm? Currently if you are a Worshipper of Beogh and have Orc Followers, they can pick up Bows, Crossbows, Arrows, Bolts, and Thrown Weapons - though in the case of Bows and Crossbows they tend to only pick up one type of Arrow or Bolt (ie, the Orc drops 192 Arrows, the Orc picks up 5 Flaming Arrows).

But exactly what are you looking into things doing?

Orc followers are different, because they are permanent followers. Mercs are durably summoned, and thus cannot pick up items. Personally, I think that mercs are rare enough that they can be permanent...but that's how it's currently implemented.